Search Results for: correlation

1-Year Correlation – S&P 500 vs. U.S. Dollar Index How long will the negative correlation between the S&P 500 and the U.S. dollar persist? Image: Morgan Stanley Research

Bitcoin Correlations with Asset Classes Bitcoin is positively correlated with equities and commodities. Should more investors add Bitcoin to their portfolio? Image: BofA Global Research

Stocks – Sector Correlations vs. Intrasector Stock Correlations The fact that stocks are more differentiated than sectors bodes well for stock pickers. Image: BofA US Equity & Quant Strategy

12-Month Rolling Correlation Between U.S. Treasury Yields and S&P 500 Should investors expect a negative stock-bond correlation? Image: BCA Research

S&P 500 Correlation with Bond Yields The S&P 500 and U.S. 10-year breakeven inflation have been very positively correlated. Image: Goldman Sachs Global Investment Research

Rolling 10-Year Correlation of Real S&P 500 EPS Growth vs. Real U.S. and Global GDP Growth Real S&P 500 EPS growth tends to be more correlated to global than U.S. GDP growth. Image: BofA US Equity & Quant Strategy

One-Year Correlation – Oil vs. U.S. Consumer Price Index (Inflation) When oil jumps in price, it tends to increase the cost of goods. Image: Morgan Stanley Wealth Management

12-Month Moving Correlation of U.S. 10-Year Bond Yields to U.S. Stocks in USD The correlation between U.S. stocks and bond yields should soon become negative. Image: BCA Research

Cross-Asset Correlation Matrix This grid showing the correlation between different asset classes, is useful for asset allocation. Image: Goldman Sachs Global Investment Research

Correlation of 12-Month Relative Returns vs. MSCI with Changes in U.S. Yields Is it time to shift back to value stocks? U.S. real yields are critical for the growth to value shift. Image: Goldman Sachs Global Investment Research